Anic Equity

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Total return since start: 0.561 %

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Equity now: -----------------------------> 47695.49 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46300.57 Kr

PnL: ---------------------------------------> -588.0 Kr

DD now: ---------------------------------> -1.921 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-20 17:24:59.779306'

Anic Portfolio

Today

Return: 0.806 %

This Week

Return: 0.341 %

Total

Return: 56.143 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Beijer Electronics Group	26	1.850000	3140.800000	169.800000	5.720000	2971.000006
HEBA B	70	0.900000	2758.000000	122.000000	4.630000	2636.000010
SAAB B	8	0.350000	3438.400000	61.400000	1.820000	3377.000000
FM Mattsson Mora Group B	50	-1.820000	2975.000000	48.000000	1.640000	2927.000000
Corem Property Group B	59	0.580000	614.780000	37.780000	6.550000	576.999999
AcadeMedia	12	2.240000	592.320000	35.320000	6.340000	557.000004
Boozt	12	3.840000	1687.200000	33.200000	2.010000	1653.999996
Resurs Holding	22	4.240000	600.820000	26.820000	4.670000	573.999998
Samhällsbyggnadsbo. i Norden B	20	0.630000	380.600000	25.600000	7.210000	355.000000
MedCap	2	0.910000	444.000000	23.000000	5.460000	421.000000
OEM International B	7	1.960000	546.700000	18.700000	3.540000	527.999997
Eastnine	4	-0.940000	504.800000	13.800000	2.810000	491.000000
HMS Networks	2	-0.060000	686.000000	13.000000	1.930000	673.000000
Norva24 Group	16	-3.670000	554.880000	11.880000	2.190000	543.000000
Intrum	4	-0.340000	534.400000	7.400000	1.400000	527.000000
Karnov Group	9	4.700000	541.800000	5.800000	1.080000	536.000004
Essity A	4	0.350000	1154.000000	5.000000	0.440000	1149.000000
Fastighetsbolag. Emilshus Pref	21	0.370000	567.000000	5.000000	0.890000	562.000005
Coor Service Management Hold.	8	1.060000	535.600000	3.600000	0.680000	532.000000
Swedbank A	3	0.690000	566.850000	2.850000	0.510000	564.000000
Essity B	2	0.840000	576.000000	2.000000	0.350000	574.000000
Creaspac SPAC	6	0.420000	577.800000	0.800000	0.140000	577.000002
Handelsbanken A	5	0.600000	543.500000	-2.500000	-0.460000	546.000000
Samhällsbyggnadsbo. i Norden D	12	0.100000	242.400000	-3.600000	-1.460000	246.000000
CTEK	13	2.190000	528.710000	-5.290000	-0.990000	533.999999
Securitas B	6	0.090000	564.240000	-5.760000	-1.010000	570.000000
Sampo Oyj SDB	7	1.480000	3843.000000	-7.000000	-0.180000	3850.000000
Nordea Bank Abp	29	0.590000	3441.140000	-12.860000	-0.370000	3453.999992
Midsona B	63	1.840000	558.180000	-24.820000	-4.260000	582.999984
International Petroleum Corp.	5	1.670000	547.500000	-47.070000	-7.920000	594.565215
Vivesto	1368	-0.290000	557.050000	-55.950000	-9.130000	612.999432
Axfood	13	0.710000	3667.300000	-88.700000	-2.360000	3756.000001
OX2	18	1.580000	1449.000000	-215.000000	-12.920000	1663.999992
Fasadgruppen Group	35	2.560000	3500.000000	-311.000000	-8.160000	3810.999990
Ovzon	52	-0.360000	2880.800000	-481.200000	-14.310000	3361.999992
TOTAL			46300.570000	-588.000000	-1.92145%	46888.564618

Updated:

'2023-01-20 17:25:12.476170'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.